Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Monday, November 30, 2009, 1:38PM ET - U.S. Markets close in 2 hours and 22 minutes.
Dow
0.15%
Nasdaq
0.44%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Sound Shore (SSHFX)
On
Nov 27
:
27.97
0.52
(1.83%)
MORE ON SSHFX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
16.56%
Worst 1 Yr Total Return
(2008)
:
-35.60%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SSHFX
Category
Alpha (against Standard Index)
0.81
-1.05
Beta (against Standard Index)
0.97
1.02
Mean Annual Return
-6.10
-0.55
R-squared (against Standard Index)
91
94.27
Standard Deviation
19.79
20.65
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-8.80
N/A
5 Years
Statistic
SSHFX
Category
Alpha (against Standard Index)
1.32
0.04
Beta (against Standard Index)
0.98
1.02
Mean Annual Return
1.62
0.14
R-squared (against Standard Index)
91
93.13
Standard Deviation
16.33
16.85
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.44
N/A
10 Years
Statistic
SSHFX
Category
Alpha (against Standard Index)
4.91
2.54
Beta (against Standard Index)
0.83
0.88
Mean Annual Return
4.52
0.27
R-squared (against Standard Index)
71
80.76
Standard Deviation
15.87
15.89
Sharpe Ratio
0.18
N/A
Treynor Ratio
1.86
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center